CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1393 |
1.1410 |
0.0018 |
0.2% |
1.1326 |
| High |
1.1432 |
1.1446 |
0.0014 |
0.1% |
1.1432 |
| Low |
1.1387 |
1.1406 |
0.0019 |
0.2% |
1.1315 |
| Close |
1.1408 |
1.1424 |
0.0016 |
0.1% |
1.1408 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-11.1% |
0.0118 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
209,319 |
129,957 |
-79,362 |
-37.9% |
888,305 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1524 |
1.1446 |
|
| R3 |
1.1505 |
1.1484 |
1.1435 |
|
| R2 |
1.1465 |
1.1465 |
1.1431 |
|
| R1 |
1.1444 |
1.1444 |
1.1427 |
1.1455 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1430 |
| S1 |
1.1404 |
1.1404 |
1.1420 |
1.1415 |
| S2 |
1.1385 |
1.1385 |
1.1416 |
|
| S3 |
1.1345 |
1.1364 |
1.1413 |
|
| S4 |
1.1305 |
1.1324 |
1.1402 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1737 |
1.1690 |
1.1472 |
|
| R3 |
1.1620 |
1.1572 |
1.1440 |
|
| R2 |
1.1502 |
1.1502 |
1.1429 |
|
| R1 |
1.1455 |
1.1455 |
1.1418 |
1.1479 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1397 |
| S1 |
1.1337 |
1.1337 |
1.1397 |
1.1361 |
| S2 |
1.1267 |
1.1267 |
1.1386 |
|
| S3 |
1.1150 |
1.1220 |
1.1375 |
|
| S4 |
1.1032 |
1.1102 |
1.1343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1446 |
1.1339 |
0.0107 |
0.9% |
0.0050 |
0.4% |
79% |
True |
False |
183,172 |
| 10 |
1.1446 |
1.1270 |
0.0176 |
1.5% |
0.0058 |
0.5% |
88% |
True |
False |
116,852 |
| 20 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0055 |
0.5% |
61% |
False |
False |
60,332 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0057 |
0.5% |
41% |
False |
False |
30,603 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.5% |
34% |
False |
False |
20,513 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.5% |
34% |
False |
False |
15,455 |
| 100 |
1.1727 |
1.1270 |
0.0458 |
4.0% |
0.0060 |
0.5% |
34% |
False |
False |
12,414 |
| 120 |
1.2066 |
1.1270 |
0.0797 |
7.0% |
0.0056 |
0.5% |
19% |
False |
False |
10,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1616 |
|
2.618 |
1.1550 |
|
1.618 |
1.1510 |
|
1.000 |
1.1486 |
|
0.618 |
1.1470 |
|
HIGH |
1.1446 |
|
0.618 |
1.1430 |
|
0.500 |
1.1426 |
|
0.382 |
1.1421 |
|
LOW |
1.1406 |
|
0.618 |
1.1381 |
|
1.000 |
1.1366 |
|
1.618 |
1.1341 |
|
2.618 |
1.1301 |
|
4.250 |
1.1236 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1426 |
1.1420 |
| PP |
1.1425 |
1.1417 |
| S1 |
1.1424 |
1.1414 |
|